Journal article
Meaningful Multicollinearity Measures
Abstract
Problems of multicollinearity in regression analysis are considered and numerical measures established to assess the extent of multicollinearity in a set of regression data with respect to parameter confidence regions and tests of hypotheses, the effective sample size, and predictability.
Authors
Willan AR; Watts DG
Journal
Technometrics, Vol. 20, No. 4, pp. 407–412
Publisher
Taylor & Francis
Publication Date
November 1978
DOI
10.1080/00401706.1978.10489694
ISSN
0040-1706